Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7680326
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment in an illiquid market with search frictions and transaction costs |
scientific article; zbMATH DE number 7680326 |
Statements
Optimal investment in an illiquid market with search frictions and transaction costs (English)
0 references
27 April 2023
0 references
stochastic control
0 references
optimal investment
0 references
illiquidity
0 references
transaction costs
0 references
search frictions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8902719
0 references
0 references
0.8746057
0 references
0.87348485
0 references
0.8726434
0 references
0.86911607
0 references
0.8680561
0 references
